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Analytical formulas for the entropy and the mutual information of multivariate continuous probability distributions are presented.
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Darbellay et al. (Wed,) studied this question.
synapsesocial.com/papers/6a1705a70631ba25057b9969 — DOI: https://doi.org/10.1109/18.825848
Georges A. Darbellay
École Polytechnique Fédérale de Lausanne
Igor Vajda
Obuda University
IEEE Transactions on Information Theory
Czech Academy of Sciences, Institute of Information Theory and Automation
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